Bitcoin裁定取引 by abitra.net

Bitcoin裁定取引(Arbitrage)レポート

現在3分間隔でTicker情報を取得しています。sagakuはTicker情報に基づく参考の裁定取引価格差となり実際の取引実績では御座いません。
※実際の取引は注文量や取引所の活発度具合によります。

2017/6/2
Bitbankの取引情報を追加させて頂きました。

2017/1/22
頂く質問と回答などを簡単ですがまとめました。よく頂くご質問など

2016/9/6
Bot取引プログラムの一部を公開しました。アビトラのプログラムではないのですが、ご興味のある方はご連絡下さいませ。
※rubyで組んでいますので、その環境を用意をお願いします。

2016/1/15
この頃から完全自動で取引を行っています。3-4日毎にバランスを見る程度で何か作業を行う事は御座いません。
大した額ではないですが利益は出ています。

2015/12/17
日本のbitcoin取引所間のアービトラージプログラム完成しました。現在は手動で様子を見ながら回しています。
追って自動+取引レポートなどをまとめてご案内出来ればと思います。
約3日程回した結果はマイナスです。ビットコインの変動に裁定取引の利益が追いついてないといったところでしょうか。高回数取引したら解決出来るかもと考えますが、どうなんでしょうね。。。

2015/11/20現在自動アビトラプログラム作成中
まずはシンプルなプログラムにて走らせます。 その後ベイジアンなどを組み込み統計を利用して自動取引を走らせます。 詳しくはこちら

アービトラージにご興味ある人ご連絡下さいませ。情報交換など出来ると嬉しいです。=>

Ticker date Coincheck
Btcbox
Bitflyer
Quoine
Zaif
Bitbank
Tiker bid
Tiker ask
Bidmax-Askmin
2016/01/16 18:18
bid : 42506.0
ask : 42509.0
bid : 42781.0
ask : 42955.0
bid : 41920.0
ask : 41999.0
bid : 42049.19
ask : 42071.53
bid : 42305.0
ask : 42320.0
bid :
ask :
bidmax : 42781.0
(Btcbox)
bidmin : 41920.0
(Bitflyer)
askmax : 42955.0
(Btcbox)
askmin : 41999.0
(Bitflyer)
sagaku : 782.0
(Btcbox - Bitflyer)
2016/01/16 18:15
bid : 42362.0
ask : 42368.0
bid : 42734.0
ask : 42808.0
bid : 41770.0
ask : 41803.0
bid : 41854.83
ask : 41964.98
bid : 42210.0
ask : 42230.0
bid :
ask :
bidmax : 42734.0
(Btcbox)
bidmin : 41770.0
(Bitflyer)
askmax : 42808.0
(Btcbox)
askmin : 41803.0
(Bitflyer)
sagaku : 931.0
(Btcbox - Bitflyer)
2016/01/16 18:12
bid : 42258.0
ask : 42260.0
bid : 42650.0
ask : 42651.0
bid : 41728.0
ask : 41729.0
bid : 41832.58
ask : 41865.46
bid : 42205.0
ask : 42215.0
bid :
ask :
bidmax : 42650.0
(Btcbox)
bidmin : 41728.0
(Bitflyer)
askmax : 42651.0
(Btcbox)
askmin : 41729.0
(Bitflyer)
sagaku : 921.0
(Btcbox - Bitflyer)
2016/01/16 18:09
bid : 42290.0
ask : 42292.0
bid : 42651.0
ask : 42658.0
bid : 41743.0
ask : 41752.0
bid : 41817.36
ask : 41858.43
bid : 42210.0
ask : 42240.0
bid :
ask :
bidmax : 42651.0
(Btcbox)
bidmin : 41743.0
(Bitflyer)
askmax : 42658.0
(Btcbox)
askmin : 41752.0
(Bitflyer)
sagaku : 899.0
(Btcbox - Bitflyer)
2016/01/16 18:06
bid : 42297.0
ask : 42299.0
bid : 42695.0
ask : 42752.0
bid : 41737.0
ask : 41763.0
bid : 41796.28
ask : 41853.75
bid : 42245.0
ask : 42270.0
bid :
ask :
bidmax : 42695.0
(Btcbox)
bidmin : 41737.0
(Bitflyer)
askmax : 42752.0
(Btcbox)
askmin : 41763.0
(Bitflyer)
sagaku : 932.0
(Btcbox - Bitflyer)
2016/01/16 18:03
bid : 42293.0
ask : 42342.0
bid : 42720.0
ask : 42789.0
bid : 41580.0
ask : 41616.0
bid : 41795.11
ask : 41886.53
bid : 42275.0
ask : 42340.0
bid :
ask :
bidmax : 42720.0
(Btcbox)
bidmin : 41580.0
(Bitflyer)
askmax : 42789.0
(Btcbox)
askmin : 41616.0
(Bitflyer)
sagaku : 1104.0
(Btcbox - Bitflyer)
2016/01/16 18:00
bid : 42117.0
ask : 42132.0
bid : 42510.0
ask : 42529.0
bid : 41582.0
ask : 41590.0
bid : 41562.11
ask : 41654.7
bid : 42245.0
ask : 42255.0
bid :
ask :
bidmax : 42510.0
(Btcbox)
bidmin : 41562.11
(Quoine)
askmax : 42529.0
(Btcbox)
askmin : 41590.0
(Bitflyer)
sagaku : 920.0
(Btcbox - Bitflyer)
2016/01/16 17:57
bid : 42075.0
ask : 42123.0
bid : 42500.0
ask : 42534.0
bid : 41554.0
ask : 41685.0
bid : 41676.85
ask : 41700.37
bid : 42260.0
ask : 42265.0
bid :
ask :
bidmax : 42500.0
(Btcbox)
bidmin : 41554.0
(Bitflyer)
askmax : 42534.0
(Btcbox)
askmin : 41685.0
(Bitflyer)
sagaku : 815.0
(Btcbox - Bitflyer)
2016/01/16 17:54
bid : 42343.0
ask : 42344.0
bid : 42548.0
ask : 42750.0
bid : 41792.0
ask : 41800.0
bid : 41711.98
ask : 41853.75
bid : 42335.0
ask : 42355.0
bid :
ask :
bidmax : 42548.0
(Btcbox)
bidmin : 41711.98
(Quoine)
askmax : 42750.0
(Btcbox)
askmin : 41800.0
(Bitflyer)
sagaku : 748.0
(Btcbox - Bitflyer)
2016/01/16 17:51
bid : 42463.0
ask : 42464.0
bid : 42605.0
ask : 42811.0
bid : 41853.0
ask : 41889.0
bid : 41887.61
ask : 41964.98
bid : 41940.0
ask : 42415.0
bid :
ask :
bidmax : 42605.0
(Btcbox)
bidmin : 41853.0
(Bitflyer)
askmax : 42811.0
(Btcbox)
askmin : 41889.0
(Bitflyer)
sagaku : 716.0
(Btcbox - Bitflyer)
2016/01/16 17:48
bid : 42591.0
ask : 42597.0
bid : 42835.0
ask : 42899.0
bid : 41962.0
ask : 41999.0
bid : 41950.84
ask : 41988.4
bid : 42570.0
ask : 42580.0
bid :
ask :
bidmax : 42835.0
(Btcbox)
bidmin : 41950.84
(Quoine)
askmax : 42899.0
(Btcbox)
askmin : 41988.4
(Quoine)
sagaku : 846.6
(Btcbox - Quoine)
2016/01/16 17:45
bid : 42580.0
ask : 42581.0
bid : 42690.0
ask : 42899.0
bid : 41972.0
ask : 41998.0
bid : 41904.0
ask : 42032.89
bid : 42575.0
ask : 42580.0
bid :
ask :
bidmax : 42690.0
(Btcbox)
bidmin : 41904.0
(Quoine)
askmax : 42899.0
(Btcbox)
askmin : 41998.0
(Bitflyer)
sagaku : 692.0
(Btcbox - Bitflyer)
2016/01/16 17:42
bid : 42582.0
ask : 42583.0
bid : 42790.0
ask : 42947.0
bid : 42007.0
ask : 42026.0
bid : 41914.54
ask : 42034.06
bid : 42610.0
ask : 42640.0
bid :
ask :
bidmax : 42790.0
(Btcbox)
bidmin : 41914.54
(Quoine)
askmax : 42947.0
(Btcbox)
askmin : 42026.0
(Bitflyer)
sagaku : 764.0
(Btcbox - Bitflyer)
2016/01/16 17:39
bid : 42546.0
ask : 42630.0
bid : 42783.0
ask : 42987.0
bid : 42000.0
ask : 42075.0
bid : 41967.23
ask : 42097.29
bid : 42670.0
ask : 42695.0
bid :
ask :
bidmax : 42783.0
(Btcbox)
bidmin : 41967.23
(Quoine)
askmax : 42987.0
(Btcbox)
askmin : 42075.0
(Bitflyer)
sagaku : 708.0
(Btcbox - Bitflyer)
2016/01/16 17:36
bid : 42574.0
ask : 42706.0
bid : 43028.0
ask : 43195.0
bid : 41942.0
ask : 42016.0
bid : 42235.36
ask : 42267.06
bid : 42770.0
ask : 42795.0
bid :
ask :
bidmax : 43028.0
(Btcbox)
bidmin : 41942.0
(Bitflyer)
askmax : 43195.0
(Btcbox)
askmin : 42016.0
(Bitflyer)
sagaku : 1012.0
(Btcbox - Bitflyer)
2016/01/16 17:33
bid : 42855.0
ask : 42916.0
bid : 43050.0
ask : 43239.0
bid : 42030.0
ask : 42042.0
bid : 42213.11
ask : 42282.29
bid : 42775.0
ask : 42785.0
bid :
ask :
bidmax : 43050.0
(Btcbox)
bidmin : 42030.0
(Bitflyer)
askmax : 43239.0
(Btcbox)
askmin : 42042.0
(Bitflyer)
sagaku : 1008.0
(Btcbox - Bitflyer)
2016/01/16 17:30
bid : 42591.0
ask : 42593.0
bid : 43079.0
ask : 43104.0
bid : 41942.0
ask : 42039.0
bid : 42113.59
ask : 42135.93
bid : 42750.0
ask : 42755.0
bid :
ask :
bidmax : 43079.0
(Btcbox)
bidmin : 41942.0
(Bitflyer)
askmax : 43104.0
(Btcbox)
askmin : 42039.0
(Bitflyer)
sagaku : 1040.0
(Btcbox - Bitflyer)
2016/01/16 17:27
bid : 42191.0
ask : 42679.0
bid : 43000.0
ask : 43032.0
bid : 41941.0
ask : 41954.0
bid : 42008.21
ask : 42093.78
bid : 42730.0
ask : 42740.0
bid :
ask :
bidmax : 43000.0
(Btcbox)
bidmin : 41941.0
(Bitflyer)
askmax : 43032.0
(Btcbox)
askmin : 41954.0
(Bitflyer)
sagaku : 1046.0
(Btcbox - Bitflyer)
2016/01/16 17:24
bid : 42720.0
ask : 42722.0
bid : 43099.0
ask : 43172.0
bid : 41941.0
ask : 41956.0
bid : 42147.54
ask : 42279.94
bid : 42810.0
ask : 42830.0
bid :
ask :
bidmax : 43099.0
(Btcbox)
bidmin : 41941.0
(Bitflyer)
askmax : 43172.0
(Btcbox)
askmin : 41956.0
(Bitflyer)
sagaku : 1143.0
(Btcbox - Bitflyer)
2016/01/16 17:21
bid : 42641.0
ask : 42718.0
bid : 42912.0
ask : 43107.0
bid : 41941.0
ask : 42187.0
bid : 42128.81
ask : 42231.94
bid : 42795.0
ask : 42810.0
bid :
ask :
bidmax : 42912.0
(Btcbox)
bidmin : 41941.0
(Bitflyer)
askmax : 43107.0
(Btcbox)
askmin : 42187.0
(Bitflyer)
sagaku : 725.0
(Btcbox - Bitflyer)
2016/01/16 17:18
bid : 42717.0
ask : 42741.0
bid : 43176.0
ask : 43220.0
bid : 41882.0
ask : 41969.0
bid : 42292.73
ask : 42313.9
bid : 42860.0
ask : 42895.0
bid :
ask :
bidmax : 43176.0
(Btcbox)
bidmin : 41882.0
(Bitflyer)
askmax : 43220.0
(Btcbox)
askmin : 41969.0
(Bitflyer)
sagaku : 1207.0
(Btcbox - Bitflyer)
2016/01/16 17:15
bid : 42546.0
ask : 42548.0
bid : 42872.0
ask : 42904.0
bid : 41872.0
ask : 41906.0
bid : 41929.76
ask : 41968.49
bid : 42645.0
ask : 42665.0
bid :
ask :
bidmax : 42872.0
(Btcbox)
bidmin : 41872.0
(Bitflyer)
askmax : 42904.0
(Btcbox)
askmin : 41906.0
(Bitflyer)
sagaku : 966.0
(Btcbox - Bitflyer)
2016/01/16 17:12
bid : 42501.0
ask : 42660.0
bid : 42878.0
ask : 42916.0
bid : 41821.0
ask : 41911.0
bid : 42052.7
ask : 42077.39
bid : 42745.0
ask : 42750.0
bid :
ask :
bidmax : 42878.0
(Btcbox)
bidmin : 41821.0
(Bitflyer)
askmax : 42916.0
(Btcbox)
askmin : 41911.0
(Bitflyer)
sagaku : 967.0
(Btcbox - Bitflyer)
2016/01/16 17:09
bid : 42149.0
ask : 42200.0
bid : 42506.0
ask : 42643.0
bid : 41560.0
ask : 41627.0
bid : 41658.12
ask : 41696.85
bid : 42155.0
ask : 42185.0
bid :
ask :
bidmax : 42506.0
(Btcbox)
bidmin : 41560.0
(Bitflyer)
askmax : 42643.0
(Btcbox)
askmin : 41627.0
(Bitflyer)
sagaku : 879.0
(Btcbox - Bitflyer)
2016/01/16 17:06
bid : 41689.0
ask : 41690.0
bid : 42117.0
ask : 42140.0
bid : 41357.0
ask : 41453.0
bid : 41262.37
ask : 41287.05
bid : 41945.0
ask : 41995.0
bid :
ask :
bidmax : 42117.0
(Btcbox)
bidmin : 41262.37
(Quoine)
askmax : 42140.0
(Btcbox)
askmin : 41287.05
(Quoine)
sagaku : 829.95
(Btcbox - Quoine)

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